| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
2,217.75 |
2,209.75 |
-8.00 |
-0.4% |
2,188.00 |
| High |
2,234.00 |
2,221.00 |
-13.00 |
-0.6% |
2,218.25 |
| Low |
2,206.75 |
2,205.75 |
-1.00 |
0.0% |
2,177.00 |
| Close |
2,211.75 |
2,215.25 |
3.50 |
0.2% |
2,216.50 |
| Range |
27.25 |
15.25 |
-12.00 |
-44.0% |
41.25 |
| ATR |
31.33 |
30.18 |
-1.15 |
-3.7% |
0.00 |
| Volume |
110,952 |
86,242 |
-24,710 |
-22.3% |
875,264 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,259.75 |
2,252.75 |
2,223.75 |
|
| R3 |
2,244.50 |
2,237.50 |
2,219.50 |
|
| R2 |
2,229.25 |
2,229.25 |
2,218.00 |
|
| R1 |
2,222.25 |
2,222.25 |
2,216.75 |
2,225.75 |
| PP |
2,214.00 |
2,214.00 |
2,214.00 |
2,215.75 |
| S1 |
2,207.00 |
2,207.00 |
2,213.75 |
2,210.50 |
| S2 |
2,198.75 |
2,198.75 |
2,212.50 |
|
| S3 |
2,183.50 |
2,191.75 |
2,211.00 |
|
| S4 |
2,168.25 |
2,176.50 |
2,206.75 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,327.75 |
2,313.25 |
2,239.25 |
|
| R3 |
2,286.50 |
2,272.00 |
2,227.75 |
|
| R2 |
2,245.25 |
2,245.25 |
2,224.00 |
|
| R1 |
2,230.75 |
2,230.75 |
2,220.25 |
2,238.00 |
| PP |
2,204.00 |
2,204.00 |
2,204.00 |
2,207.50 |
| S1 |
2,189.50 |
2,189.50 |
2,212.75 |
2,196.75 |
| S2 |
2,162.75 |
2,162.75 |
2,209.00 |
|
| S3 |
2,121.50 |
2,148.25 |
2,205.25 |
|
| S4 |
2,080.25 |
2,107.00 |
2,193.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,234.00 |
2,180.00 |
54.00 |
2.4% |
21.25 |
1.0% |
65% |
False |
False |
132,710 |
| 10 |
2,234.00 |
2,110.75 |
123.25 |
5.6% |
27.75 |
1.3% |
85% |
False |
False |
179,782 |
| 20 |
2,234.00 |
2,083.50 |
150.50 |
6.8% |
33.00 |
1.5% |
88% |
False |
False |
230,201 |
| 40 |
2,234.00 |
2,051.50 |
182.50 |
8.2% |
31.50 |
1.4% |
90% |
False |
False |
259,740 |
| 60 |
2,234.00 |
1,961.00 |
273.00 |
12.3% |
32.00 |
1.4% |
93% |
False |
False |
279,447 |
| 80 |
2,234.00 |
1,741.00 |
493.00 |
22.3% |
32.25 |
1.5% |
96% |
False |
False |
239,631 |
| 100 |
2,234.00 |
1,741.00 |
493.00 |
22.3% |
32.00 |
1.4% |
96% |
False |
False |
191,738 |
| 120 |
2,234.00 |
1,696.25 |
537.75 |
24.3% |
33.50 |
1.5% |
97% |
False |
False |
159,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,285.75 |
|
2.618 |
2,261.00 |
|
1.618 |
2,245.75 |
|
1.000 |
2,236.25 |
|
0.618 |
2,230.50 |
|
HIGH |
2,221.00 |
|
0.618 |
2,215.25 |
|
0.500 |
2,213.50 |
|
0.382 |
2,211.50 |
|
LOW |
2,205.75 |
|
0.618 |
2,196.25 |
|
1.000 |
2,190.50 |
|
1.618 |
2,181.00 |
|
2.618 |
2,165.75 |
|
4.250 |
2,141.00 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
2,214.50 |
2,215.50 |
| PP |
2,214.00 |
2,215.50 |
| S1 |
2,213.50 |
2,215.50 |
|